Numerical Bayesian inference with arbitrary prior

DOI10.1007/BF02925762zbMath0966.62015OpenAlexW1966607675MaRDI QIDQ1591490

Efthymios G. Tsionas

Publication date: 17 August 2001

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02925762

zbMATH Keywords

stable distributionsprior information

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (1)

Goodness-of-fit test for \(\alpha\)-stable distribution based on the quantile conditional variance statistics

Cites Work

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• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• Bayesian analysis of the multivariate poisson distribution
• Tables and graphs of the stable probability density functions
• Equation of State Calculations by Fast Computing Machines
• An Asymptotic Expansion for Posterior Distributions
• Monte Carlo sampling methods using Markov chains and their applications

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